Accession Number:

ADA056762

Title:

A Special Purpose Linear Programming Algorithm for Obtaining Least Absolute Value Estimators in a Linear Model with Dummy Variables.

Personal Author(s):

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Report Date:

1977-09-01

Abstract:

Dummy 0, 1 variables are frequently used in statistical modeling to represent the effect of certain extraneous factors. This paper presents a special purpose linear programming algorithm for obtaining least-absolute-value estimators in a linear model with dummy variables. The algorithm employs a compact basis inverse procedure and incorporates the advanced basis exchange techniques available in specialized algorithms for the general linear least-absolute-value problem. Computational results with a computer code version of the algorithm are given. Author

Descriptive Note:

Research rept.,

Supplementary Note:

Prepared in cooperation with Oak Ridge Associated Univ., Oak Ridge, TN.

Pages:

0021

Identifiers:

Subject Categories:

Communities Of Interest:

Contract Number:

N00014-75-C-0569

Contract Number 2:

NSF-MCS707-00100

File Size:

8.37MB